+167.8%
JCI vs ENTG
+47.4%
+120.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.5% |
| 7D | +5.1% | +8.9% | -3.8% | +2.8% |
| 30D | -3.8% | -7.2% | +3.4% | -2.3% |
| 3M | +1.9% | +6.4% | -4.5% | -1.8% |
| 6M | +11.2% | +25.7% | -14.5% | +1.5% |
| YTD | +22.9% | +67.9% | -44.9% | +2.9% |
| 1Y | +37.4% | +72.4% | -35.0% | +12.6% |
| 3Y | +167.8% | +48.4% | +119.4% | +118.5% |
| All | +167.8% | +47.4% | +120.4% | +118.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ENTG.
Daily Out/Under-Performance
Portfolio return minus ENTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENTG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ENTG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling